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V-Lab

ONTIDE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.97% (-3.16%)
Analysis last updated: Friday, February 20, 2026 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ONTIDE S0GARCH
paramt-stat
ω1.24185.81
α0.22878.68
β0.620317.22
γ1-0.0555-0.73
γ20.02300.19
γ30.23182.38
γ4-0.4014-4.48
γ50.32524.31
γ6-0.2606-3.45
γ70.25382.74
γ8-0.1540-1.37
γ90.03070.29
γ100.01980.24
Estimation Period:
Dec 25, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts